+94.3%
ORCL vs NCLH
-38.4%
+132.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.5% |
| 7D | +15.0% | -0.3% | +15.3% | +15.0% |
| 30D | +10.5% | -20.1% | +30.6% | +14.6% |
| 3M | -23.0% | -17.0% | -6.0% | -21.1% |
| 6M | +7.0% | -23.2% | +30.2% | +10.6% |
| YTD | -15.8% | -31.0% | +15.2% | -12.2% |
| 1Y | -31.1% | -37.3% | +6.2% | -27.3% |
| 3Y | +33.3% | -5.6% | +38.9% | +27.7% |
| 5Y | +94.3% | -37.0% | +131.3% | +83.6% |
| All | +94.3% | -38.4% | +132.8% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NCLH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling